ITA gamma max, delta neutral & open interest levels
As of close · rank #1484 by open interest · snapshot page
ITA closed 13.0% below its gamma max of 247.79. It is 2.1% below the delta neutral price of 223.89. Total open interest is 24,386, +0.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ITA
Where is ITA's gamma max today?
As of Sep 11, 2026, the gamma max for ITA is 247.79, +13.0% from the 219.32 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.
Is ITA above or below its delta neutral price?
ITA closed below delta neutral: 219.32 against a delta neutral price of 223.89. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ITA have?
24,386 contracts of open interest across 293 listed contracts on Sep 11, 2026, +0.9% versus the previous session. What open interest measures.
Levels are recomputed after every trading day from end-of-day options data licensed from HistoricalOptionData.com; only derived aggregates are published. Methodology · Data and licence · Not investment advice.